Information criteria have popularly been adopted in change point problems.
Under (REF ), the Schwarz criterion [1]} takes the form
\(& \mbox{SC}(\mathcal {A}) = \frac{n}{2} \log \left(\frac{\mbox{RSS}(\mathcal {A})}{n}\right) + p_n(\mathcal {A})\quad \text{where}\\& \mbox{RSS}(\mathcal {A}) = \sum _{j = 0}^m \sum _{t = k_j + 1}^{k_{j + 1}} (X_t - \bar{X}_{k_j:k_{j + 1}})^2\quad \text{with} \quad \bar{X}_{a:b} = \frac{1}{b - a} \sum _{t = a + 1}^b X_t.\nonumber \) 
